Griffon Corp. (GFF)
93.89
-2.14
(-2.23%)
USD |
NYSE |
Sep 14, 11:09
Griffon Max Drawdown (5Y) : 39.02% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 39.02% |
| July 31, 2026 | 39.02% |
| June 30, 2026 | 39.02% |
| May 31, 2026 | 39.02% |
| April 30, 2026 | 39.02% |
| March 31, 2026 | 39.02% |
| February 28, 2026 | 39.02% |
| January 31, 2026 | 39.02% |
| December 31, 2025 | 39.02% |
| November 30, 2025 | 39.02% |
| October 31, 2025 | 39.02% |
| September 30, 2025 | 39.02% |
| August 31, 2025 | 39.02% |
| July 31, 2025 | 39.02% |
| June 30, 2025 | 39.02% |
| May 31, 2025 | 39.02% |
| April 30, 2025 | 42.77% |
| March 31, 2025 | 48.34% |
| February 28, 2025 | 61.32% |
| January 31, 2025 | 61.32% |
| December 31, 2024 | 61.32% |
| November 30, 2024 | 61.32% |
| October 31, 2024 | 61.32% |
| September 30, 2024 | 61.32% |
| August 31, 2024 | 61.32% |
| Date | Value |
|---|---|
| July 31, 2024 | 61.32% |
| June 30, 2024 | 61.32% |
| May 31, 2024 | 61.32% |
| April 30, 2024 | 61.32% |
| March 31, 2024 | 61.32% |
| February 29, 2024 | 61.32% |
| January 31, 2024 | 61.32% |
| December 31, 2023 | 61.32% |
| November 30, 2023 | 61.32% |
| October 31, 2023 | 61.32% |
| September 30, 2023 | 61.32% |
| August 31, 2023 | 61.32% |
| July 31, 2023 | 61.32% |
| June 30, 2023 | 61.32% |
| May 31, 2023 | 61.32% |
| April 30, 2023 | 61.32% |
| March 31, 2023 | 61.32% |
| February 28, 2023 | 61.32% |
| January 31, 2023 | 61.32% |
| December 31, 2022 | 61.32% |
| November 30, 2022 | 61.32% |
| October 31, 2022 | 61.32% |
| September 30, 2022 | 61.32% |
| August 31, 2022 | 61.32% |
| July 31, 2022 | 61.32% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Quanex Building Products Corp. | 70.35% |
| Janus International Group, Inc. | 69.92% |
| Carlisle Cos., Inc. | 37.71% |
| Gibraltar Industries, Inc. | 63.23% |
| Tecnoglass Holdings, Inc. | 56.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.41 |
| Beta (5Y) | 1.456 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.25% |
| Historical Sharpe Ratio (5Y) | 0.7428 |
| Historical Sortino (5Y) | 1.701 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.79% |